Volatility Analysis
201.71 -2.91(-1.42%)11/20/2024
Amazon.com Inc. (AMZN)
For the given dates, AMZN current volatility is at 36.83%.
The 1-Month historical standard deviation is at 9.02.
Amazon.com Inc. (AMZN)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 5.40 |
| 20 Days | 7.15 |
| 1 Month | 9.02 |
| 3 Months | 9.89 |
| 100 Days | 10.39 |
| 6 Months | 9.99 |
| 9 Months | 9.15 |
| Year-to-date | 12.54 |
| 1 Year | 15.45 |
| 3 Years | 32.38 |
| 5 Years | 31.11 |
Historical Volatility
Historical Volatility Returns (%) By Years/Months
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | Avg |
| 2024 | 4.85 | 17.33 | -28.03 | 99.05 | -61.33 | 131.53 | -4.93 | -6.67 | -30.84 | 43.91 | 45.12 | -61.33 | 131.53 | 19.09 | |
| Summary | |||||||||||||||
| Avg Returns (%) | 4.85 | 17.33 | -28.03 | 99.05 | -61.33 | 131.53 | -4.93 | -6.67 | -30.84 | 43.91 | 45.12 | nan | nan | 131.53 | nan |
| Max Pos Return (%) | 4.85 | 17.33 | -28.03 | 99.05 | -61.33 | 131.53 | -4.93 | -6.67 | -30.84 | 43.91 | 45.12 | 0.00 | 0.00 | 131.53 | 17.50 |
| Max Neg Return (%) | 4.85 | 17.33 | -28.03 | 99.05 | -61.33 | 131.53 | -4.93 | -6.67 | -30.84 | 43.91 | 45.12 | 0.00 | 0.00 | 131.53 | 17.50 |
| Pos Occurences (%) | 100 | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 0 | 100 | 100 | nan | nan | 100 | nan |
| Neg Occurences (%) | 0 | 0 | 100 | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 0 | nan | nan | 100 | nan |